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Morgan Stanley Call 330 SYK 21.06.../  DE000MB1GR75  /

EUWAX
2024-05-03  10:51:32 AM Chg.+0.060 Bid5:01:20 PM Ask5:01:20 PM Underlying Strike price Expiration date Option type
0.880EUR +7.32% 0.910
Bid Size: 25,000		 0.950
Ask Size: 25,000		 Stryker Corp 330.00 - 2024-06-21 Call
 

Master data

WKN: MB1GR7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2024-06-21
Issue date: 2022-12-15
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.59
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.56
Time value: 0.88
Break-even: 338.80
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 1.22
Spread abs.: 0.04
Spread %: 4.76%
Delta: 0.33
Theta: -0.17
Omega: 11.33
Rho: 0.12
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.01%
1 Month
  -69.44%
3 Months
  -65.49%
YTD
  -1.12%
1 Year
  -51.91%
3 Years     -
5 Years     -
1W High / 1W Low: 1.720 0.820
1M High / 1M Low: 2.880 0.820
6M High / 6M Low: 3.650 0.490
High (YTD): 2024-03-07 3.650
Low (YTD): 2024-01-03 0.740
52W High: 2024-03-07 3.650
52W Low: 2023-10-12 0.390
Avg. price 1W:   1.462
Avg. volume 1W:   0.000
Avg. price 1M:   1.969
Avg. volume 1M:   0.000
Avg. price 6M:   1.803
Avg. volume 6M:   0.000
Avg. price 1Y:   1.431
Avg. volume 1Y:   0.000
Volatility 1M:   241.59%
Volatility 6M:   187.90%
Volatility 1Y:   174.58%
Volatility 3Y:   -